-55.3%
FIS vs M
+3.7%
-59.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.1% | -9.5% | -2.5% |
| 7D | -29.4% | +2.5% | -32.0% | -30.0% |
| 30D | -16.7% | +10.1% | -26.8% | -18.3% |
| 3M | -33.0% | -0.9% | -32.0% | -33.3% |
| 6M | -33.3% | +30.2% | -63.5% | -36.4% |
| YTD | -56.0% | +16.3% | -72.3% | -57.5% |
| 1Y | -54.6% | +27.0% | -81.5% | -56.8% |
| 3Y | -40.6% | +154.5% | -195.1% | -50.8% |
| 5Y | -71.9% | -1.1% | -70.9% | -74.3% |
| 10Y | -55.3% | +0.5% | -55.8% | -66.9% |
| All | -55.3% | +3.7% | -59.0% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling